I would appreciate any advice of switching from one frequent flyer programme to another.

During the pre-Star Alliance days I travelled frequently on SAS and became an SAS Eurobonus member. Since then I have continued with Eurobonus although I travel more frequently with BMI and Lufthansa.

So my question is whether there is any efficient way of switching to the BMI or Lufthansa Miles & More programme? One way, I guess, would be to run down my SAS Eurobonus account and start another. Does anyone have any other ideas?